Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.319394 0.348014 0.379171 0.415811 0.457986 0.505331 0.562963
2025-07-20 0.287854 0.325581 0.369074 0.423573 0.490986 0.572952 0.682283
2025-07-27 0.261968 0.304342 0.355282 0.422249 0.509908 0.623724 0.788090
2025-08-03 0.244067 0.289793 0.346692 0.424603 0.531775 0.679498 0.909652
2025-08-10 0.223536 0.269564 0.328279 0.411119 0.529422 0.700267 0.983395
2025-08-17 0.205651 0.251043 0.310098 0.395459 0.521181 0.710036 1.040398
2025-08-24 0.195487 0.241727 0.303160 0.394303 0.533177 0.751270 1.157659
2025-08-31 0.190950 0.239450 0.305382 0.406092 0.565603 0.829522 1.360869
2025-09-07 0.183516 0.232599 0.300514 0.406637 0.579990 0.879342 1.523276
2025-09-14 0.176117 0.225282 0.294355 0.404461 0.589339 0.921306 1.681712
2025-09-21 0.169376 0.218468 0.288405 0.401951 0.597582 0.962229 1.851285
2025-09-28 0.161451 0.209524 0.278715 0.392599 0.592668 0.976484 1.959991
2025-10-05 0.157889 0.206891 0.278580 0.399198 0.617928 1.058183 2.288011
2025-10-12 0.154279 0.203969 0.277775 0.404546 0.641523 1.141580 2.669184
2025-10-19 0.149243 0.198651 0.272889 0.402452 0.650481 1.194112 2.985024
2025-10-26 0.145447 0.195003 0.270393 0.404261 0.667338 1.269152 3.436929
2025-11-02 0.138858 0.186807 0.260183 0.391560 0.653035 1.263941 3.567673
2025-11-09 0.132285 0.178401 0.249270 0.376918 0.633323 1.241720 3.616305
2025-11-16 0.128872 0.174746 0.245910 0.375812 0.642222 1.297168 4.070699
2025-11-23 0.128034 0.175035 0.248991 0.386768 0.678573 1.437569 5.129066
2025-11-30 0.125265 0.172161 0.246641 0.387268 0.691604 1.514538 5.948406
2025-12-07 0.122196 0.168693 0.243115 0.385242 0.698556 1.575041 6.767541
2025-12-14 0.119243 0.165301 0.239561 0.382907 0.704516 1.634385 7.707471